Lie Theoretic Ode Numerical Analysis Mechanics And Differential Systems

Despite the fact that Sophus Lie's theory was virtually the only systematic method for solving nonlinear ordinary differential equations (ODEs), it was rarely used for practical problems because of the massive amount of calculations involved. But with the advent of computer algebra programs, it became possible to apply Lie theory to concrete proble

This book provides a conceptual introduction to the theory of ordinary differential equations, concentrating on the initial value problem for equations of evolution and with applications to the calculus of variations and classical mechanics, along with a discussion of chaos theory and ecological models. It has a unified and visual introduction to the theory of numerical methods and a novel approach to the analysis of errors and stability of various numerical solution algorithms based on carefully chosen model problems. While the book would be suitable as a textbook for an undergraduate or elementary graduate course in ordinary differential equations, the authors have designed the text also to be useful for motivated students wishing to learn the material on their own or desiring to supplement an ODE textbook being used in a course they are taking with a text offering a more conceptual approach to the subject.

Lie's group theory of differential equations unifies the many ad hoc methods known for solving differential equations and provides powerful new ways to find solutions. The theory has applications to both ordinary and partial differential equations and is not restricted to linear equations. Applications of Lie's Theory of Ordinary and Partial Differential Equations provides a concise, simple introduction to the application of Lie's theory to the solution of differential equations. The author emphasizes clarity and immediacy of understanding rather than encyclopedic completeness, rigor, and generality. This enables readers to quickly grasp the essentials and start applying the methods to find solutions. The book includes worked examples and problems from a wide range of scientific and engineering fields.

Volume 2 offers a unique blend of classical results of Sophus Lie with new, modern developments and numerous applications which span a period of more than 100 years. As a result, this reference is up to date, with the latest information on the group theoretic methods used frequently in mathematical physics and engineering. Volume 2 is divided into three parts. Part A focuses on relevant definitions, main algorithms, group classification schemes for partial differential equations, and multifaceted possibilities offered by Lie group theoretic philosophy. Part B contains the group analysis of a variety of mathematical models for diverse natural phenomena. It tabulates symmetry groups and solutions for linear equations of mathematical physics, classical field theory, viscous and non-Newtonian fluids, boundary layer problems, Earth sciences, elasticity, plasticity, plasma theory (Vlasov-Maxwell equations), and nonlinear optics and acoustics. Part C offers an English translation of Sophus Lie's fundamental paper on the group classification and invariant solutions of linear second-order equations with two independent variables. This will serve as a concise, practical guide to the group analysis of partial differential equations.

This text presents numerical differential equations to graduate (doctoral) students. It includes the three standard approaches to numerical PDE, FDM, FEM and CM, and the two most common time stepping techniques, FDM and Runge-Kutta. We present both the numerical technique and the supporting theory. The applied techniques include those that arise in the present literature. The supporting mathematical theory includes the general convergence theory. This material should be readily accessible to students with basic knowledge of mathematical analysis, Lebesgue measure and the basics of Hilbert spaces and Banach spaces. Nevertheless, we have made the book free standing in most respects. Most importantly, the terminology is introduced, explained and developed as needed. The examples presented are taken from multiple vital application areas including finance, aerospace, mathematical biology and fluid mechanics. The text may be used as the basis for several distinct lecture courses or as a reference. For instance, this text will support a general applications course or an FEM course with theory and applications. The presentation of material is empirically-based as more and more is demanded of the reader as we progress through the material. By the end of the text, the level of detail is reminiscent of journal articles. Indeed, it is our intention that this material be used to launch a research career in numerical PDE. Contents:Modeling and Visualization:Some PreliminariesProblems with Closed Form SolutionNumerical Solutions to Steady-State ProblemsPopulation ModelsTransient Problems in One Spatial DimensionTransient Problems in Two Spatial DimensionsMethods and Theory:Finite Difference MethodFinite Element Method, the TechniquesFinite Element Method, the TheoryCollocation Method Readership: Graduate students and researchers. Key Features:There is no text/reference book that covers as broad a list of techniques as completely and as efficientlyWe accomplish this by judiciously selecting preliminary material that is essential